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This paper studies a very flexible model that can be used widely to analyze the relation between a response and multiple covariates. The model is nonparametric, yet renders easy interpretation for the effects of the covariates. The model…

Statistics Theory · Mathematics 2012-10-18 Young K. Lee , Enno Mammen , Byeong U. Park

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…

Methodology · Statistics 2015-09-15 Mark D. Risser , Catherine A. Calder

This paper develops a new framework, called modular regression, to utilize auxiliary information -- such as variables other than the original features or additional data sets -- in the training process of linear models. At a high level, our…

Methodology · Statistics 2023-11-27 Ying Jin , Dominik Rothenhäusler

We propose an extensive framework for additive regression models for correlated functional responses, allowing for multiple partially nested or crossed functional random effects with flexible correlation structures for, e.g., spatial,…

Methodology · Statistics 2013-11-26 Fabian Scheipl , Ana-Maria Staicu , Sonja Greven

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Optimization and Control · Mathematics 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero

This letter proposes a regression model for nonnegative signals. The proposed regression estimates the mean of Rayleigh distributed signals by a structure which includes a set of regressors and a link function. For the proposed model, we…

Methodology · Statistics 2022-07-26 B. G. Palm , F. M. Bayer , R. J. Cintra , M. I. Pettersson , R. Machado

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…

Methodology · Statistics 2020-07-14 Fernand A. Quintana , Peter Mueller , Alejandro Jara , Steven N. MacEachern

Models for dependent data are distinguished by their targets of inference. Marginal models are useful when interest lies in quantifying associations averaged across a population of clusters. When the functional form of a covariate-outcome…

Methodology · Statistics 2022-04-18 Glen McGee , Alex Stringer

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

Methodology · Statistics 2022-09-09 Emanuele Degani , Luca Maestrini , Dorota Toczydłowska , Matt P. Wand

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…

Statistics Theory · Mathematics 2022-08-24 Daren Wang , Zifeng Zhao , Yi Yu , Rebecca Willett

Linear regression studies the problem of estimating a model parameter $\beta^* \in \mathbb{R}^p$, from $n$ observations $\{(y_i,\mathbf{x}_i)\}_{i=1}^n$ from linear model $y_i = \langle \mathbf{x}_i,\beta^* \rangle + \epsilon_i$. We…

Machine Learning · Statistics 2015-05-14 Xinyang Yi , Zhaoran Wang , Constantine Caramanis , Han Liu

In this paper, we derive copula-based and empirical dependency models (DMs) for simulating non-independent variables, and then propose a new way for determining the distribution of the model outputs conditional on every subset of inputs.…

Statistics Theory · Mathematics 2022-09-12 Matieyendou Lamboni

Optimization techniques play a crucial role in estimating parameters and state information for nonlinear systems. However, some critical aspects of these problems have received little attention in previous research. In this paper, we…

Optimization and Control · Mathematics 2023-06-02 Kaushal Kumar

We propose to address the common problem of linear estimation in linear statistical models by using a model selection approach via penalization. Depending then on the framework in which the linear statistical model is considered namely the…

Statistics Theory · Mathematics 2009-09-11 Ikhlef Bechar

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

Methodology · Statistics 2023-04-07 Matias Salibian-Barrera

We consider identification, inference and validation of linear panel data models when both factors and factor loadings are accounted for by a nonparametric function. This general specification encompasses rather popular models such as the…

Econometrics · Economics 2025-06-13 Juan M. Rodriguez-Poo , Alexandra Soberon , Stefan Sperlich

The paper is devoted to the problem of estimation of a univariate component in a heteroscedastic nonparametric multiple regression under the mean integrated squared error (MISE) criteria. The aim is to understand how the scale function…

Statistics Theory · Mathematics 2013-08-14 Sam Efromovich

We consider the estimation of regression models on strata defined using a categorical covariate, in order to identify interactions between this categorical covariate and the other predictors. A basic approach requires the choice of a…

Statistics Theory · Mathematics 2016-11-09 Edouard Ollier , Vivian Viallon

We investigate the parameter estimation of regression models with fixed group effects, when the group variable is missing while group related variables are available. This problem involves clustering to infer the missing group variable…

Methodology · Statistics 2020-12-29 Matthieu Marbac , Mohammed Sedki , Christophe Biernacki , Vincent Vandewalle

In this paper, we propose a Spatial Robust Mixture Regression model to investigate the relationship between a response variable and a set of explanatory variables over the spatial domain, assuming that the relationships may exhibit complex…

Methodology · Statistics 2021-09-30 Wennan Chang , Pengtao Dang , Changlin Wan , Xiaoyu Lu , Yue Fang , Tong Zhao , Yong Zang , Bo Li , Chi Zhang , Sha Cao